The IMM (Internal Model Method) programme is a multiphase, multi-year initiative designed to reduce operational costs for the IB.
It consists from several front-to-back projects including :
S-EPE that addresses the BASEL III regulation by providing IT solutions for calculation of Expected Positive Exposure
Backtesting that addresses the regulatory requirement in which Internal Model Methods (IMM) used to measure counterparty credit risk should be back tested.
As the IMM IT BAU Developer / Support Engineer you will join a large, distributed team. Your responsibilities will include, but not only :
Providing live assistance for the production workflow by investigating / resolving issues once escalated by PTG (involves an early start rota)
Escalating issues to the infrastructure team if needed
Escalating issues to the dev team if resolution involves code review / debugging
Producing reporting emails (e.g. OLA tracker and trade count analysis)
Reruns of production workflow in case of critical failures
Ensuring that any production issue is logged, investigated and resolved to limit the chances of it happening again (BAU book of work)
Ensuring that any analysis / queries from other IT teams or business stakeholders are addressed (e.g. CVA pricer)
Testing and applying configuration changes
Making configuration changes as and when required by business stakeholders
Making changes to the environment to ensure optimal running
Working with the Quants to make changes to Pricing Rules, Valuation Rules, adding trade types
Coordinating the release of these items (emergency or planned releases)
Providing PTG with training / documentation to help them increase the scope of known issues they can cover by themselves or to help them improve the monitoring process
Developing tools to help automate the BAU activities as well as provide PTG with the tools to help them in their monitoring (spreadsheets or c# tools to automate manual work)
Running tests related to performance and regulatory capital impact (Impact Assessment )
Running tests related to performance (e.g. impact of adding a new counterparty, DMCF updates)
Configuring, executing and monitoring batch runs during the day
Using advanced knowledge of the workflow to suggest improvements to optimize performance
The project is running for more than 3 years. We are live since September 2015. There is already a BAU team in place with extensive system knowledge.
All of our teams are agile, using a mixture of Scrum / Kanban.
Technologies used :
NET Framework, C#, WCF, WWF, WPF
Open to discussing flexible / agile working.
We are looking for a talented software engineer who will not only be able to maintain existing solutions but also suggest and implement improvements.
You have good communication skills, including the ability to actively listen and interpret
You have good written communication skills clear, understandable and unambiguous documentation and emails are a part of the role
You present good analytic / problem solving skills
You posses ability to work under pressure / tight deadlines
Technical background and understanding of software development life cycle
SQL knowledge (for reporting queries)
You are a dedicated problem solver and you are happy to take initiative to improve
At least basic programming skills mainly C#, will be useful to understand where the changes need to be applied and how to do them (even though it will also come with experience and knowledge of the system)
Financial / investment banking experience
Private medical care
Training and development
Language training course
Family nursery and kindergarten funding, gift vouchers for Christmas
Health promotion : Multisport card, sporting events and groups within Credit Suisse (skiing trips, football team, running team, tennis training course etc.)
Employee discounts on various products and services (event tickets, consumer products, etc.)
Employee Referral Program
Flexible work schedule and working from home (home office)
If you apply for this role this means you agree with the following statement :
Through my application for a role with Credit Suisse (Poland) sp. z.o.o. (the Company) I hereby authorize the Company to process my personal data for the purposes of job recruitment.
Furthermore I declare that I am aware of the voluntary submission of data and I am informed about the right to access the data and the right to correct it, pursuant to the Personal Data Protection Act of 29 August 1997 (Journal of Laws Dz.
U No. 133, item 883) . I authorize Company to process my personal data for future recruitment processes.
Furthermore, I authorize Credit Suisse Group AG and its’ affiliates, Taleo (UK) Limited, cut-e AG Kleiner Burstah 12 and milch & zucker The Marketing & Software Company AG to process my personal data.
Credit Suisse and affiliates registration details.-
Credit Suisse (Poland) sp. z.o.o Registered office - 1 Icchoka Lejba Pereca street, 00 - 849 Warsaw
Credit Suisse Group AG Registered office - Paradeplatz 8, 8001 Zurich, Switzerland and its’ affiliates
Taleo (UK) Limited Registered office - 78-586 Chiswick High Road, London W4 5RP, United Kingdom,
Cut-e AG Kleiner Burstah 12 Registered office - 20457 Hamburg, Germany and
Milch & Zucker The Marketing & Software Company AG Registered office - Küchlerstraße 1, 61231 Bad Nauheim